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[PDF] Top 20 Contributions to decomposition methods in stochastic optimization

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Contributions to decomposition methods in stochastic optimization

Contributions to decomposition methods in stochastic optimization

... Dans un premier temps nous faisons une pr´esentation simple et succincte de cette m´ethode, puis nous pr´esentons les r´esultats principaux du chapitre 2 qui ´etend la Programmation Dyna[r] ... Voir le document complet

252

Time Blocks Decomposition of Multistage Stochastic Optimization Problems

Time Blocks Decomposition of Multistage Stochastic Optimization Problems

... Multistage stochastic optimization problems are, by essence, complex because their solutions are indexed both by stages (time) and by uncertainties ...makes decomposition methods ...time ... Voir le document complet

29

On High-Performance Benders-Decomposition-Based Exact
Methods with Application to Mixed-Integer and Stochastic
Problems

On High-Performance Benders-Decomposition-Based Exact Methods with Application to Mixed-Integer and Stochastic Problems

... used to explore the neighborhood of the current MP solution as an inten- sification/diversification ...heuristic to simulta- neously improve the lower and upper ...steps to either determine that the ... Voir le document complet

218

Linear regression and learning : contributions to regularization and aggregation methods

Linear regression and learning : contributions to regularization and aggregation methods

... exist in the field of machine learning to combine (aggregate) the forecasts output by a set of ...is to be performed, while others are sequen- tial in nature: aggregation is to be ... Voir le document complet

193

Decomposition-Based Integer Programming, Stochastic
Programming, and Robust Optimization Methods for Healthcare
Planning, Scheduling, and Routing Problems

Decomposition-Based Integer Programming, Stochastic Programming, and Robust Optimization Methods for Healthcare Planning, Scheduling, and Routing Problems

... applications In this paper, we consider the following VRP with synchronized ...depot to serve a number of customers within a ...arrive to the customer’s location earlier than other required vehicles, ... Voir le document complet

217

Stochastic optimization of maintenance scheduling : blackbox methods, decomposition approaches - Theoretical and numerical aspects

Stochastic optimization of maintenance scheduling : blackbox methods, decomposition approaches - Theoretical and numerical aspects

... want to take into account the fact that the system is composed of several components linked by a common stock in order to address large-scale main- tenance optimization ...explicit ... Voir le document complet

223

Stochastic decomposition applied to large-scale hydro valleys management

Stochastic decomposition applied to large-scale hydro valleys management

... resolution methods One classical approach when dealing with stochastic dynamic optimization problems is to discretize the random inputs of the problem using a scenario ...the stochastic ... Voir le document complet

30

Upper and Lower Bounds for Large Scale Multistage Stochastic Optimization Problems: Decomposition Methods

Upper and Lower Bounds for Large Scale Multistage Stochastic Optimization Problems: Decomposition Methods

... 3 Decomposition of local value functions by Dynamic Programming We have seen in ...able to obtain upper and lower bounds of optimization problems by spatial ...spatial decomposition ... Voir le document complet

21

A new stochastic optimization algorithm to decompose large nonnegative tensors

A new stochastic optimization algorithm to decompose large nonnegative tensors

... Moreover, in a number of leading application areas of tensors (like fluorescence spectroscopy [10][11] or image processing (remote sensing and hyperspectral imaging [12]) for example) the data sought ...involved ... Voir le document complet

13

Introduction to the Issue on Stochastic Simulation and Optimization in Signal Processing

Introduction to the Issue on Stochastic Simulation and Optimization in Signal Processing

... Introduction to the Issue on Stochastic Simulation and Optimization in Signal Processing M ANY MODERN signal processing (SP) methods rely very strongly on probability and statistics ... Voir le document complet

4

Nonlinear and Stochastic Methods in Neurosciences

Nonlinear and Stochastic Methods in Neurosciences

... OVERVIEW In this chapter we define a new class of bidimensional integrate-and-fire neuron mod- els being computationally efficient and biologically plausible, ...able to reproduce a wide range of behaviors ... Voir le document complet

481

Introduction to the Issue on Stochastic Simulation and Optimization in Signal Processing

Introduction to the Issue on Stochastic Simulation and Optimization in Signal Processing

... step to propose local moves associated with a shrinkage-thresholding step allowing the proposal of new ...models. To illustrate the power of the methods that underpin this special issue, we have ... Voir le document complet

5

Projection methods in conic optimization

Projection methods in conic optimization

... b = A*X(:); % corresponding right handside vector On Table 1 we report execution times (in seconds) required by SeDuMi, MPRW and SDPNAL to solve problem (48) for d = 3 (degree six polynomials) and N = 5, . ... Voir le document complet

38

Random monotone operators and application to stochastic optimization

Random monotone operators and application to stochastic optimization

... Enfin, je te remercie Olivier Fercoq pour l’aide précieuse que tu m’as apporté. J’ai croisé beaucoup de monde à Télécom. Alors je dédie cette thèse à mes amis et collègues de Comelec, Achraf, Akram (see u in ... Voir le document complet

152

Price decomposition in large-scale stochastic optimal control

Price decomposition in large-scale stochastic optimal control

... way to use price decomposition within the closed-loop stochas- tic ...price decomposition algorithm solves each subproblem using the current price, then uses the solutions to update the ... Voir le document complet

24

Methods to Estimate Dynamic Stochastic General Equilibrium Models

Methods to Estimate Dynamic Stochastic General Equilibrium Models

... Wklv sdshu hpsor|v wkh rqh0vhfwru Uhdo Exvlqhvv F|foh prgho dv d whvwlqj jurxqg iru irxu glhuhqw surfhgxuhv wr hvwlpdwh G|qdplf Vwrfkdvwlf Jhqhudo Htxloleulxp +GVJH, prghov1Wkh surfhgxu[r] ... Voir le document complet

49

Optimization Methods Applied to Aerodynamic Flow Control

Optimization Methods Applied to Aerodynamic Flow Control

... Shape optimization methods have significantly matured for the last years and automated design loops based on CFD software are now commonly used in ...shape optimization may not be efficient ... Voir le document complet

21

Asymptotic methods in stochastic control and applications in finance

Asymptotic methods in stochastic control and applications in finance

... is to replicate the option payoff ...later in more detail, Leland’s idea has two ingredients. The first is to find a good benchmark strategy which yields certain surplus in the absence of ... Voir le document complet

225

Applications of Semidefinite Optimization in Stochastic Project Scheduling

Applications of Semidefinite Optimization in Stochastic Project Scheduling

... BM [5] 5 2.27 1.16 0.73 SDP 4.16 2.25 1.01 0.55 As evident from Table II and IV the bound provided by solving Problem (6), always outperforms the bound ob- tained by Birge and Maddox [5]. Thus, even for prob- lems with ... Voir le document complet

5

Emergent maturation from stochastic optimization in vocal development

Emergent maturation from stochastic optimization in vocal development

... results in K new motor commands (28-dimensional each, see section 2.1.2) to be evaluated with respect to the cost ...term) to the goal than the previous one due to the weighting of the ... Voir le document complet

18

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